+760.1%
COST vs WMB
+282.5%
+477.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +5.0% | +7.8% | -2.8% | +4.0% |
| 30D | +12.8% | -5.1% | +17.9% | +13.4% |
| 3M | +15.2% | -4.7% | +19.9% | +15.6% |
| 6M | +7.4% | -7.4% | +14.8% | +8.1% |
| YTD | +29.0% | +17.5% | +11.6% | +25.6% |
| 1Y | +20.3% | +19.5% | +0.8% | +16.8% |
| 3Y | +99.0% | +121.3% | -22.3% | +76.7% |
| 5Y | +125.7% | +200.5% | -74.8% | +92.6% |
| All | +760.1% | +282.5% | +477.6% | +614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling